Hi! I read some of the posts, but didn't have time for 12 pages worth, so I'm sorry if this idea has already been put out there, but GLOVES!!!
Yesterday I needed to use a wire in my cake because the customer wanted a gravity defying umbrella

. Sooo, I cut a finger off of a plastic food-safe glove! I slipped the wire inside it, and voila! Perfect!
The straw idea is great, too, but i had to double-bend the wire to make it sturdy enough to hold the umbrella, so it was too wide for a straw.